ConstrainedLS Class Reference

#include <ConstrainedLS.H>

Public Types
enum	Bound { LOWER_BOUND, UPPER_BOUND, UNCONSTRAINED }
enum	LSResult {   SUCCESS, INCONSISTENT_BOUNDS, UNDERDETERMINED, SINGULAR,   UNCONVERGED }

Public Member Functions
	ConstrainedLS ()
LSResult	solveBoundConstrained (Vector< Real > &a_x, Real **a_A, const Vector< Real > &a_rhs, const Vector< Real > &a_lowerBound, const Vector< Real > &a_upperBound)
LSResult	solveUnconstrained (Vector< Real > &a_x, Real **a_A, const Vector< Real > &a_rhs)
bool	boundsConsistent (const Vector< Real > &a_lowBound, const Vector< Real > &a_hiBound) const
Vector< Bound >	getConstraints () const
int	numberActiveConstraints () const
Real	getResidual () const
LSResult	qrSolution (Real **a_A, Vector< Real > &a_x, Vector< Real > &a_b, Real &resq)

Protected Attributes
Vector< Bound >	m_boundState
int	m_nbound

Private Member Functions
void	allocArray (const int &rows, const int &cols, Real **&A)
void	freeArray (const int &rows, const int &cols, Real **&A)

Private Attributes
Real	m_residual

Member Enumeration Documentation

Bound

enum ConstrainedLS::Bound

Enumerator
LOWER_BOUND
UPPER_BOUND
UNCONSTRAINED

LSResult

enum ConstrainedLS::LSResult

Enumerator
SUCCESS
INCONSISTENT_BOUNDS
UNDERDETERMINED
SINGULAR
UNCONVERGED

Constructor & Destructor Documentation

ConstrainedLS()

ConstrainedLS::ConstrainedLS

(

)

Member Function Documentation

solveBoundConstrained()

LSResult ConstrainedLS::solveBoundConstrained	(	Vector< Real > &	a_x,
		Real **	a_A,
		const Vector< Real > &	a_rhs,
		const Vector< Real > &	a_lowerBound,
		const Vector< Real > &	a_upperBound
	)

Solve the bound-constrained least squares Uses the Lawson-Hanson active set method as given by P.B. Stark and R.L. Parker, Bounded-Variable Least-Squares: An Algorithm and Applications, Computational Statistics, 10:129-141, 1995. Uses solveUnconstrained for sub-problems

Referenced by LSProblem< dim >::invertNormalEq().

solveUnconstrained()

LSResult ConstrainedLS::solveUnconstrained	(	Vector< Real > &	a_x,
		Real **	a_A,
		const Vector< Real > &	a_rhs
	)

Solve the unconstrained least squares problem

boundsConsistent()

bool ConstrainedLS::boundsConsistent	(	const Vector< Real > &	a_lowBound,
		const Vector< Real > &	a_hiBound
	)		const

getConstraints()

Vector<Bound> ConstrainedLS::getConstraints

(

)

const

Get a vector of Bound indicating constraint activity.

numberActiveConstraints()

int ConstrainedLS::numberActiveConstraints

(

)

const

Query the number of active constraints. Bails if a LS problem has not been solved yet

Referenced by LSProblem< dim >::invertNormalEq().

getResidual()

Real ConstrainedLS::getResidual

(

)

const

Get the LS residual Bails if a LS problem has not been solved yet

qrSolution()

LSResult ConstrainedLS::qrSolution	(	Real **	a_A,
		Vector< Real > &	a_x,
		Vector< Real > &	a_b,
		Real &	resq
	)

Solve the least squares problem. Uses successive Householder rotations

allocArray()

void ConstrainedLS::allocArray ( const int &  rows, const int &  cols, Real **&  A  )

private

freeArray()

void ConstrainedLS::freeArray ( const int &  rows, const int &  cols, Real **&  A  )

private

Member Data Documentation

m_boundState

Vector<Bound> ConstrainedLS::m_boundState

protected

m_nbound

int ConstrainedLS::m_nbound

protected

m_residual

Real ConstrainedLS::m_residual

private

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The documentation for this class was generated from the following file:

• ConstrainedLS.H